Professor:
Schedule: Tuesday and Thursday 16:00-18:00
Location: Mathematikon, INF 205, SR C
SWS: Lecture 4 SWS, Exercises 2 SWS
CP: 8
Language: English
Moodle: TBA
Muesli: TBA
Topics:
Uncertainty quantification (UQ) in the context of partial differential equations (PDEs):
- Measures of information and uncertainty
- Sensitivity analysis
- Filtering and data assimilation
- Orthogonal polynomials and applications
- Collocation methods
- Spectral expensions
- Bayesian inverse problem
- Non intrusive methods
Recommended literature:
- O.P. Le Maitre an Knio: Spectral methods for uncertainty quantification: with applications to fluid flow, Springer, 2010
- R. Ghanem and P. Spanos: Stochastic Finite-Elements: A spectral approach, Dover, 2013
- T. J. Sullivan: Introduction to Uncertainty Quantification, Springer, New York, 2015
- David J. C. MacKay: Information theory, inference, and learning algorithms.
Exam:
TBA
